CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
330-0 |
330-4 |
0-4 |
0.2% |
317-0 |
| High |
332-0 |
335-4 |
3-4 |
1.1% |
332-0 |
| Low |
322-0 |
329-4 |
7-4 |
2.3% |
311-6 |
| Close |
326-2 |
335-4 |
9-2 |
2.8% |
326-2 |
| Range |
10-0 |
6-0 |
-4-0 |
-40.0% |
20-2 |
| ATR |
11-0 |
10-7 |
-0-1 |
-1.1% |
0-0 |
| Volume |
66,261 |
92,778 |
26,517 |
40.0% |
472,961 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
351-4 |
349-4 |
338-6 |
|
| R3 |
345-4 |
343-4 |
337-1 |
|
| R2 |
339-4 |
339-4 |
336-5 |
|
| R1 |
337-4 |
337-4 |
336-0 |
338-4 |
| PP |
333-4 |
333-4 |
333-4 |
334-0 |
| S1 |
331-4 |
331-4 |
335-0 |
332-4 |
| S2 |
327-4 |
327-4 |
334-3 |
|
| S3 |
321-4 |
325-4 |
333-7 |
|
| S4 |
315-4 |
319-4 |
332-2 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-1 |
375-3 |
337-3 |
|
| R3 |
363-7 |
355-1 |
331-7 |
|
| R2 |
343-5 |
343-5 |
330-0 |
|
| R1 |
334-7 |
334-7 |
328-1 |
339-2 |
| PP |
323-3 |
323-3 |
323-3 |
325-4 |
| S1 |
314-5 |
314-5 |
324-3 |
319-0 |
| S2 |
303-1 |
303-1 |
322-4 |
|
| S3 |
282-7 |
294-3 |
320-5 |
|
| S4 |
262-5 |
274-1 |
315-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
335-4 |
318-4 |
17-0 |
5.1% |
7-1 |
2.1% |
100% |
True |
False |
94,762 |
| 10 |
342-4 |
311-6 |
30-6 |
9.2% |
8-2 |
2.5% |
77% |
False |
False |
114,646 |
| 20 |
375-2 |
311-6 |
63-4 |
18.9% |
9-4 |
2.8% |
37% |
False |
False |
117,067 |
| 40 |
403-0 |
311-6 |
91-2 |
27.2% |
9-3 |
2.8% |
26% |
False |
False |
116,581 |
| 60 |
473-0 |
311-6 |
161-2 |
48.1% |
9-2 |
2.8% |
15% |
False |
False |
101,285 |
| 80 |
473-0 |
311-6 |
161-2 |
48.1% |
9-1 |
2.7% |
15% |
False |
False |
88,312 |
| 100 |
473-0 |
311-6 |
161-2 |
48.1% |
9-0 |
2.7% |
15% |
False |
False |
76,146 |
| 120 |
473-0 |
311-6 |
161-2 |
48.1% |
8-6 |
2.6% |
15% |
False |
False |
67,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
361-0 |
|
2.618 |
351-2 |
|
1.618 |
345-2 |
|
1.000 |
341-4 |
|
0.618 |
339-2 |
|
HIGH |
335-4 |
|
0.618 |
333-2 |
|
0.500 |
332-4 |
|
0.382 |
331-6 |
|
LOW |
329-4 |
|
0.618 |
325-6 |
|
1.000 |
323-4 |
|
1.618 |
319-6 |
|
2.618 |
313-6 |
|
4.250 |
304-0 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
334-4 |
333-2 |
| PP |
333-4 |
331-0 |
| S1 |
332-4 |
328-6 |
|